Junyan Shen

University of Minnesota - Twin Cities

420 Delaware St. SE

Minneapolis, MN 55455

United States

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Investor Sentiment and Economic Forces

Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 18 Jul 2016
Junyan Shen, Jianfeng Yu and Shen Zhao
University of Minnesota - Twin Cities, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
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Citation 4

Abstract:

macro risk, factor, investor sentiment, beta, factor-mimicking portfolio